Connection delay query

I have been using ADOX to connect to a Microsoft Jet database. This database resides on the same machine as the application. The way my application is designed, i connect to the database while i am initializing other components of the application.
Particularly, ADOX takes around 5-6 sec on a 800Mhz processor to connect to the database the first time after a reboot or power on. With a lot of research on various forums, i concluded that it's the Interpo.ADOX dll that takes time to load into memory the first time. However any future connections occur really fast. I had accepted this behavior.
However, when i put my application in the registry such that the application starts when windows is booted, the delay of connecting to the database also disappeared.
I have no clue what exactly happened and how did the time to load the dll into memory become so small. I am running Windows XP and my application has been written in Visual C#.

Abhinav
[973 byte] By [coolabhinav82] at [2007-11-20 11:54:08]